Trading Metrics calculated at close of trading on 30-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2019 |
30-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
7,201.33 |
7,231.35 |
30.02 |
0.4% |
7,205.34 |
High |
7,263.50 |
7,534.99 |
271.49 |
3.7% |
7,695.39 |
Low |
7,086.06 |
7,214.64 |
128.58 |
1.8% |
7,086.06 |
Close |
7,231.26 |
7,254.91 |
23.65 |
0.3% |
7,231.26 |
Range |
177.44 |
320.35 |
142.91 |
80.5% |
609.33 |
ATR |
344.12 |
342.42 |
-1.70 |
-0.5% |
0.00 |
Volume |
25,729 |
21,428 |
-4,301 |
-16.7% |
130,598 |
|
Daily Pivots for day following 30-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,295.90 |
8,095.75 |
7,431.10 |
|
R3 |
7,975.55 |
7,775.40 |
7,343.01 |
|
R2 |
7,655.20 |
7,655.20 |
7,313.64 |
|
R1 |
7,455.05 |
7,455.05 |
7,284.28 |
7,555.13 |
PP |
7,334.85 |
7,334.85 |
7,334.85 |
7,384.88 |
S1 |
7,134.70 |
7,134.70 |
7,225.54 |
7,234.78 |
S2 |
7,014.50 |
7,014.50 |
7,196.18 |
|
S3 |
6,694.15 |
6,814.35 |
7,166.81 |
|
S4 |
6,373.80 |
6,494.00 |
7,078.72 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,165.56 |
8,807.74 |
7,566.39 |
|
R3 |
8,556.23 |
8,198.41 |
7,398.83 |
|
R2 |
7,946.90 |
7,946.90 |
7,342.97 |
|
R1 |
7,589.08 |
7,589.08 |
7,287.12 |
7,767.99 |
PP |
7,337.57 |
7,337.57 |
7,337.57 |
7,427.03 |
S1 |
6,979.75 |
6,979.75 |
7,175.40 |
7,158.66 |
S2 |
6,728.24 |
6,728.24 |
7,119.55 |
|
S3 |
6,118.91 |
6,370.42 |
7,063.69 |
|
S4 |
5,509.58 |
5,761.09 |
6,896.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,534.99 |
7,086.06 |
448.93 |
6.2% |
229.79 |
3.2% |
38% |
True |
False |
21,743 |
10 |
7,695.39 |
6,453.65 |
1,241.74 |
17.1% |
334.72 |
4.6% |
65% |
False |
False |
32,153 |
20 |
7,761.79 |
6,453.65 |
1,308.14 |
18.0% |
308.11 |
4.2% |
61% |
False |
False |
30,588 |
40 |
9,487.44 |
6,453.65 |
3,033.79 |
41.8% |
369.32 |
5.1% |
26% |
False |
False |
33,183 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
52.9% |
403.78 |
5.6% |
21% |
False |
False |
34,436 |
80 |
10,462.06 |
6,453.65 |
4,008.41 |
55.3% |
411.84 |
5.7% |
20% |
False |
False |
38,737 |
100 |
11,442.32 |
6,453.65 |
4,988.67 |
68.8% |
447.99 |
6.2% |
16% |
False |
False |
41,187 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
80.8% |
499.29 |
6.9% |
14% |
False |
False |
45,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,896.48 |
2.618 |
8,373.67 |
1.618 |
8,053.32 |
1.000 |
7,855.34 |
0.618 |
7,732.97 |
HIGH |
7,534.99 |
0.618 |
7,412.62 |
0.500 |
7,374.82 |
0.382 |
7,337.01 |
LOW |
7,214.64 |
0.618 |
7,016.66 |
1.000 |
6,894.29 |
1.618 |
6,696.31 |
2.618 |
6,375.96 |
4.250 |
5,853.15 |
|
|
Fisher Pivots for day following 30-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
7,374.82 |
7,310.53 |
PP |
7,334.85 |
7,291.99 |
S1 |
7,294.88 |
7,273.45 |
|